Fact sheet: JPM Eurp Rsch Ehcd IdxEq

Fund information

Fund name
JPM Europe Research Enhanced Index Equity X Acc NAV EUR
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager(s)
Ido Eisenberg
since 12/11/2012
Francesco Sedati
since 26/09/2014
Fund objective
To achieve a long-term return in excess of the benchmark by investing primarily in a portfolio of European companies; the risk characteristics of the portfolio of securities held by the Sub-Fund will resemble the risk characteristics of the portfolio of securities held in the benchmark.
Benchmark
MSCI Europe
Investment style
Active
Investment method
Shares

Quick stats

1 Year return

19.06 %

1 Year rank in sector

66/226

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 10.4 m

FE Risk score

105

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    27.1%
  • France
    17.7%
  • Germany
    15.1%
  • Switzerland
    13.7%
  • Netherlands
    6.4%
  • Others
    15.7%
  • Banks
    15%
  • Consumer Non-Durables
    13.7%
  • Health Care
    12.8%
  • General Industrials
    6.8%
  • UK Equities
    27.1%
  • French Equities
    17.7%
  • German Equities
    15.1%
  • Swiss Equities
    13.7%
  • Dutch Equities
    6.4%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund3.36 %5.18 %19.06 %38.92 %65.88 %
Sector2.77 %5.58 %17.52 %36.7 %59.91 %
Rank within sector51 / 237105 / 23366 / 22687 / 201 /
Quartile th1 st2 nd2 nd2 nd th

Calendar performance

YTD-20172016201520142013
Fund10.83 %3.08 %9.2 %7.49 %0 %
Sector12.01 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector126 / 23151 / 220121 / 20348 / 194 /
Quartile th3 rd1 st3 rd1 st th

Risk statistics

Alpha-0.29
Beta1.06
Sharpe0.28
Volatility13.64
Tracking error3.29
Information ratio0.02
R-Squared0.95

Price movement

52 week high144.7
52 week low117.32
Current bid price0
Current offer price0
Current mid price144.7

Holdings by region

  • 27.1% UK
  • 17.7% France
  • 15.1% Germany
  • 13.7% Switzerland
  • 6.4% Netherlands
  • 6% Spain
  • 3.1% Italy
  • 2.7% Sweden
  • 2.6% Belgium
  • 2.6% Denmark

Holdings by sector

  • 15.7% Others
  • 15% Banks
  • 13.7% Consumer Non-Durables
  • 12.8% Health Care
  • 6.8% General Industrials
  • 6.8% Oil & Gas
  • 6.1% Insurance
  • 5.2% Retail
  • 4.7% Technology
  • 4.5% Real Estate & Construction

Holdings by asset type

  • 27.1% UK Equities
  • 17.7% French Equities
  • 15.1% German Equities
  • 13.7% Swiss Equities
  • 6.4% Dutch Equities
  • 6% Spanish Equities
  • 3.1% Italian Equities
  • 2.7% Swedish Equities
  • 2.6% Belgian Equities
  • 2.6% Danish Equities

Individual holdings

  • 3.5% NESTLE SA
  • 3.2% ROYAL DUTCH SHELL
  • 2.6% ROCHE HLDG AG
  • 2.4% UNILEVER
  • 1.9% HSBC HLDGS
  • 1.9% TOTAL SA
  • 1.8% BRITISH AMERICAN TOBACCO
  • 1.8% NOVARTIS AG
  • 1.8% SANOFI
  • 1.8% SAP SE